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Volumn 38, Issue 3-4, 1995, Pages 339-360

Haircuts or hysteresis? Sources of movements in real exchange rates

Author keywords

Non tradeables; Persistence; Relative prices; Stationarity

Indexed keywords


EID: 0001547088     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/0022-1996(94)01354-U     Document Type: Article
Times cited : (84)

References (42)
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  • 19
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    • (1991) Applied Economics , vol.23 , pp. 1749-1759
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  • 23
    • 0012785391 scopus 로고
    • Aggregate price indexes, cointegration, and tests of the purchasing power parity hypothesis
    • (1991) Economics Letters , vol.36 , pp. 305-309
    • Johnson1
  • 36
    • 0002679349 scopus 로고
    • Violations of purchasing power parity and their implications for efficient international commodity markets
    • M. Sarnat, G.P. Szego, Ballinger, Cambridge, MA
    • (1979) International finance and trade , pp. 133-176
    • Roll1
  • 40
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    • A simple estimator of cointegrating vectors in higher order integrated systems
    • (1993) Econometrica , vol.61 , pp. 783-820
    • Stock1    Watson2
  • 42
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    • Asymptotic normality when regressors have a unit root
    • (1988) Econometrica , vol.56 , pp. 1397-1418
    • West1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.